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Derivative Instruments and Hedging Activities - Activity of Derivative Instruments Not Designated as Hedges (Details) - USD ($) $ in Thousands | 6 Months Ended
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Jun. 30, 2018 | Jun. 30, 2017
Interest rate swaps |  |
Derivative Instruments and Hedging Activities Disclosures [Roll Forward] |  |
Beginning balance | $ 345,500 |
Additions | 50,000 |
Settlement, Expiration or Exercise | 0 |
Ending balance | $ 395,500 |
Trading | TBA securities |  |
Derivative Instruments and Hedging Activities Disclosures [Roll Forward] |  |
Beginning balance |  | $ 149,000
Additions |  | 1,011,000
Settlement, Expiration or Exercise |  | (994,000)
Ending balance |  | 166,000
Trading | U.S. Treasury futures |  |
Derivative Instruments and Hedging Activities Disclosures [Roll Forward] |  |
Beginning balance |  | 17,100
Additions |  | 108,000
Settlement, Expiration or Exercise |  | (111,800)
Ending balance |  | 13,300
Trading | Interest rate swap futures |  |
Derivative Instruments and Hedging Activities Disclosures [Roll Forward] |  |
Beginning balance |  | (151,700)
Additions |  | 315,200
Settlement, Expiration or Exercise |  | (259,400)
Ending balance |  | (95,900)
Trading | Eurodollar futures |  |
Derivative Instruments and Hedging Activities Disclosures [Roll Forward] |  |
Beginning balance |  | (2,575,000)
Additions |  | 4,790,000
Settlement, Expiration or Exercise |  | (4,001,000)
Ending balance |  | (1,786,000)
Trading | Swaptions |  |
Derivative Instruments and Hedging Activities Disclosures [Roll Forward] |  |
Beginning balance |  | 154,000
Additions |  | 0
Settlement, Expiration or Exercise |  | 0
Ending balance |  | 154,000
Trading | Interest rate swaps |  |
Derivative Instruments and Hedging Activities Disclosures [Roll Forward] |  |
Beginning balance |  | 15,000
Additions |  | 0
Settlement, Expiration or Exercise |  | 0
Ending balance |  | $ 15,000

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- Details
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